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Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models

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Author Info

  • Hassan Mohammadi

    ()

  • Mohammad Jahan-Parvar

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s12197-010-9156-5
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Bibliographic Info

Article provided by Springer in its journal Journal of Economics and Finance.

Volume (Year): 36 (2012)
Issue (Month): 3 (July)
Pages: 766-779

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Handle: RePEc:spr:jecfin:v:36:y:2012:i:3:p:766-779

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Web page: http://link.springer.de/link/service/journals/120857/index.htm

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Related research

Keywords: Asymmetry; Cointegration; Dutch Disease; Error Correction; Oil Prices; Real Exchange Rates; Threshold and Momentum Threshold Autoregressive Models; JEL Classification; C32; C52; F31; F37; F47;

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  1. Mohammad R. Jahan-Parvar & Hassan Mohammadi, 2009. "Oil prices and competitiveness: time series evidence from six oil-producing countries," Journal of Economic Studies, Emerald Group Publishing, vol. 36(1), pages 98-118, January.
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Citations

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Cited by:
  1. Narayan, Seema, 2013. "Foreign exchange markets and oil prices in Asia," Journal of Asian Economics, Elsevier, vol. 28(C), pages 41-50.
  2. Hasanov, Fakhri, 2010. "The impact of real oil price on real effective exchange rate: The case of Azerbaijan," MPRA Paper 33493, University Library of Munich, Germany.
  3. Hasanov Fakhri, 2011. "Analyzing price level in a booming economy: the case of Azerbaijan," EERC Working Paper Series 11/02e, EERC Research Network, Russia and CIS.
  4. Dülger, Fikret & Lopcu, Kenan & Burgaç, Almıla & Ballı, Esra, 2013. "Is Russia suffering from Dutch Disease? Cointegration with structural break," Resources Policy, Elsevier, vol. 38(4), pages 605-612.
  5. Ahmad, A.H. & Moran Hernandez, Ricardo, 2013. "Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 306-317.

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